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Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF TSLS

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Market datapartial · fetched 2026-10-22T21:58:20.798Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:59:38.820038114Z

FundamentalsAlpha Vantage · unavailable

Share price$54.14
1D-0.3%
AH$52.01$52.69$53.37$54.05$54.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLS
Sold putSold callAH

Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF options

Live interpolated TSLS call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily TSLA Bear 1X ETF$0.24$3.56$6.88$10.19$13.51$44.28$48.94$53.60$58.26$62.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLS spot · $54.14TSLS PRICE$0.60$0.79$1.00$1.23$1.44$1.73$1.99$2.24$2.56$2.95$3.38$3.70$4.02$0.83$1.12$1.43$1.78$2.19$2.88$3.49$4.11$4.82$5.92$7.32$9.18$12.56
PutsExpensive1.11×
CallsCheap0.75×
SkewBearish+18.74 pp
Implied moveBearish±$5.49
TiltBearish35.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.5736.6%11.1%49.1245.8%10.8%
25Δ58.5536.6%9.6%50.1746.1%9.4%
30Δ57.5936.0%8.2%51.1745.9%8.1%
35Δ56.7936.1%7.2%52.1145.8%7.0%
40Δ55.9635.0%6.0%52.9946.7%6.2%
45Δ55.2735.4%5.3%53.9050.7%5.8%
50Δ54.5934.7%4.5%54.9052.1%5.0%
55Δ53.9133.6%3.7%55.9452.4%4.3%
60Δ53.2833.1%3.1%57.0352.8%3.6%
65Δ52.6133.1%2.6%58.4155.5%3.1%
70Δ51.9433.2%2.2%60.0858.9%2.6%
75Δ51.3731.4%1.7%62.2063.0%2.1%
80Δ50.8129.5%1.3%65.7972.1%1.7%

20Δ

Calls
Pseudo strike
59.57
IV
36.6%
B/E move
11.1%
Puts
Pseudo strike
49.12
IV
45.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
58.55
IV
36.6%
B/E move
9.6%
Puts
Pseudo strike
50.17
IV
46.1%
B/E move
9.4%

30Δ

Calls
Pseudo strike
57.59
IV
36.0%
B/E move
8.2%
Puts
Pseudo strike
51.17
IV
45.9%
B/E move
8.1%

35Δ

Calls
Pseudo strike
56.79
IV
36.1%
B/E move
7.2%
Puts
Pseudo strike
52.11
IV
45.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
55.96
IV
35.0%
B/E move
6.0%
Puts
Pseudo strike
52.99
IV
46.7%
B/E move
6.2%

45Δ

Calls
Pseudo strike
55.27
IV
35.4%
B/E move
5.3%
Puts
Pseudo strike
53.90
IV
50.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
54.59
IV
34.7%
B/E move
4.5%
Puts
Pseudo strike
54.90
IV
52.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
53.91
IV
33.6%
B/E move
3.7%
Puts
Pseudo strike
55.94
IV
52.4%
B/E move
4.3%

60Δ

Calls
Pseudo strike
53.28
IV
33.1%
B/E move
3.1%
Puts
Pseudo strike
57.03
IV
52.8%
B/E move
3.6%

65Δ

Calls
Pseudo strike
52.61
IV
33.1%
B/E move
2.6%
Puts
Pseudo strike
58.41
IV
55.5%
B/E move
3.1%

70Δ

Calls
Pseudo strike
51.94
IV
33.2%
B/E move
2.2%
Puts
Pseudo strike
60.08
IV
58.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
51.37
IV
31.4%
B/E move
1.7%
Puts
Pseudo strike
62.20
IV
63.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
50.81
IV
29.5%
B/E move
1.3%
Puts
Pseudo strike
65.79
IV
72.1%
B/E move
1.7%

Options history

No recorded observations